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Forecasting the long memory properties in volatility: Evidence from Korean and Austrian futures markets (Sang Hoon Kang, Seong-Min Yoon)

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Date2008.07.14

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5-2-KOR_Kang_and_Yoon_ForcastingLongMemory_Kor.pdf

다음 게시물

Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings (Nabil Maghrebi, MooSung Kim)

2008.07.14

이전 게시물

VOLATILITY MODELING, SEASONALITY AND RISK-RETURN RELATIONSHIP IN GARCH-IN-MEAN FRAMEWORK: THE CASE OF INDIAN STOCK AND COMMODITY MARKETS (BRAJESH KUMAR, PRIYANKA SINGH)

2008.07.14

Korean